| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0084 | 679.68 | 75691477 | |||
| HOOD | Robinhood Markets Inc | Financial Services | Capital Markets | 103919 | 128.2 | 42495090 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Inverted: | HOOD | Transformed: | SPY | A=1000.0 B=0.1 | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 20733.88 |
| Total net P/L: | 10733.89 | Total ROI: | 107.34 % |
| CAGR: | 20.99 % | Max. DD: | 26.77 % |
| System Score: | 9.434 | Sharpe Ratio: | 1.943 |
| Start Date: | 2022-01-03 | End Date: | 2025-10-31 |
| Total days: | 1397 | ||
| Commissions: | 156.11 | Comm.% P/L | 1.43 % |
| Total Transactions: | 116 | Log. Linearity: | 76.602 % |
| Total | Long |
Short |
SPY | HOOD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10890.00 | 10890.00 | 0.00 | 1040.45 | 9849.54 |
| Total Profit | 17489.08 | 17489.08 | 0.00 | 2137.74 | 15880.66 |
| Total Loss | 6599.09 | 6599.09 | 0.00 | 1097.28 | 6031.12 |
| Profit Factor | 2.65 | 2.65 | 0.00 | 1.95 | 2.63 |
| Trades | 29 | 29 | 0 | 29 | 29 |
| Winning Trades | 17 | 17 | 0 | 20 | 17 |
| Losing Trades | 12 | 12 | 0 | 9 | 12 |
| % Profitable | 58.00 | 58.00 | 0.00 | 68.00 | 58.00 |
| Profit/Loss Per Trade % | 2.59 | 2.59 | 0.00 | 0.30 | 2.33 |
| Profit Per Trade % | 7.77 | 7.77 | 0.00 | 0.84 | 7.00 |
| Loss Per Trade % | 4.26 | 4.26 | 0.00 | 0.88 | 3.90 |
| Days In Trade | 463 | 463 | 0 | 463 | 463 |
| Days In Trade (Avg. Per Trade) | 15.97 | 15.97 | 0.00 | 15.97 | 15.97 |
| % Days In Trade | 33.14 | 33.14 | 0.00 | 33.14 | 33.14 |